From bd3b7881d06dbae315f6c39a4aaa95968af4eefa Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 03 十二月 2024 13:34:57 +0800
Subject: [PATCH] L2订阅的目标代码修改
---
trade/current_price_process_manager.py | 96 ++++++++++++++++++++++++++++++++++++------------
1 files changed, 72 insertions(+), 24 deletions(-)
diff --git a/trade/current_price_process_manager.py b/trade/current_price_process_manager.py
index 22ac7be..4baa5aa 100644
--- a/trade/current_price_process_manager.py
+++ b/trade/current_price_process_manager.py
@@ -7,9 +7,12 @@
from l2.huaxin import huaxin_target_codes_manager
from log_module import async_log_util
-from log_module.log import logger_l2_codes_subscript
+from log_module.log import logger_l2_codes_subscript, logger_debug
import constant
from code_attribute import gpcode_manager
+from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager
+from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager
from utils import tool, import_util
from trade import trade_manager, l2_trade_util, trade_constant
from trade.trade_data_manager import CodeActualPriceProcessor
@@ -21,11 +24,65 @@
latest_add_codes = set()
-def accept_prices(prices, request_id=None):
- print("鎬讳环鏍间唬鐮佹暟閲忥細", len(prices))
- now_str = tool.get_now_time_str()
- # 鑾峰彇鎯充拱鍗�
- want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
+def __compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None):
+ """
+ 璁＄畻浠ｇ爜鐨勬帓搴�
+ @param code:
+ @param top_in_blocks: 鍑�娴佸叆鍓嶅嚑
+ @return: 鎺掑簭鍊硷紝鑻ヤ负璐熷�间笉璁㈤槄
+ """
+ # 鎯充拱鍗�/闅斿鍗曟帓搴忎綅
+ if yesterday_limit_up_codes is None:
+ yesterday_limit_up_codes = set()
+ if top_in_blocks is None:
+ top_in_blocks = []
+ # 鎯充拱鍗�
+ if gpcode_manager.WantBuyCodesManager().is_in_cache(code):
+ return 0
+ # 闅斿鍗曟媿涓�
+ if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
+ return 0
+
+ trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
+ # 濡傛灉褰撳墠娓呭崟澶勪簬濮旀墭鐘舵�佸氨涓嶈兘绉婚櫎
+ if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED:
+ return 0
+ # 楂樹綅鏉�
+ if code in yesterday_limit_up_codes:
+ return -1
+ # 榛戝悕鍗�
+ if l2_trade_util.is_in_forbidden_trade_codes(code):
+ return -1
+ # 鏉垮潡
+ blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
+ if not blocks:
+ return -1
+ for b in blocks:
+ if b in top_in_blocks:
+ index = top_in_blocks.index(b)
+ # 鏌ヨ鍦ㄦ澘鍧椾腑鐨勬帓搴�
+ info = RadicalBuyBlockManager().get_history_index(code, b, yesterday_limit_up_codes)
+ if info[0] < 4:
+ return index + 1
+ elif info[0] < 6:
+ # 鍒ゆ柇鏄惁鍏锋湁杈ㄨ瘑搴�
+ special_codes = BlockSpecialCodesManager().get_block_codes(b)
+ if special_codes and code in special_codes:
+ return index + 1
+ return 10000
+
+
+def accept_prices(prices, request_id=None, top_in_blocks=None, yesterday_limit_up_codes=None):
+ """
+ 鎺ユ敹浠锋牸锛屽鐞嗚闃�
+ @param yesterday_limit_up_codes: 鏄ㄦ棩娑ㄥ仠鏁版嵁
+ @param history_limit_up_datas: 鍘嗗彶娑ㄥ仠鏁版嵁
+ @param prices:
+ @param request_id:
+ @param top_in_blocks: 鍑�娴佸叆鍓嶅嚑鐨勪唬鐮�
+ @return:
+ """
+ logger_debug.debug(f"鎺ユ敹L1鏁版嵁娴嬭瘯锛氭祦鍏ュ墠20-{top_in_blocks}")
if True:
_code_list = []
_delete_list = []
@@ -37,24 +94,14 @@
pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
if pricePre is not None:
# 鏄惁鏄兂涔板崟
- is_want_buy = code in want_codes
- trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
- # 濡傛灉褰撳墠娓呭崟澶勪簬濮旀墭鐘舵�佸氨涓嶈兘绉婚櫎
- if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED:
- is_want_buy = True
-
- if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
- is_want_buy = True
+ order_index = __compute_code_order(code, top_in_blocks, yesterday_limit_up_codes)
rate = round((price - pricePre) * 100 / pricePre, 2)
if tool.is_ge_code(code):
# 鍒涗笟鏉跨殑娑ㄥ箙闇�瑕佹墦鎶�
rate = rate / 2
- if rate >= 0:
- # 鏆傚瓨娑ㄥ箙涓烘鐨勪唬鐮�
- _code_list.append((rate, code, 1 if is_want_buy else 0))
- elif is_want_buy:
- _code_list.append((rate, code, 1 if is_want_buy else 0))
+ if order_index >= 0:
+ _code_list.append((rate, code, order_index))
else:
# 鏆傚瓨娑ㄥ箙涓鸿礋鐨勪唬鐮�
_delete_list.append((rate, code, 0))
@@ -69,7 +116,8 @@
gpcode_manager.set_prices(temp_prices)
# -------------------------------澶勭悊浜ゆ槗浣嶇疆鍒嗛厤---------------------------------
# 鎺掑簭
- new_code_list = sorted(_code_list, key=lambda e: (e.__getitem__(2), e.__getitem__(0)), reverse=True)
+ new_code_list = sorted(_code_list, key=lambda e: (e[2], -e[0]))
+ logger_debug.debug(f"鎺ユ敹L1鏁版嵁娴嬭瘯锛氭帓搴忚繃鍚庣殑浠ｇ爜-{new_code_list[:75]}")
# -------------------------------澶勭悊L2鐩戝惉---------------------------------
max_count = constant.HUAXIN_L2_MAX_CODES_COUNT
@@ -78,10 +126,10 @@
if l2_trade_util.is_in_forbidden_trade_codes(
item[1]) or item[0] < 0:
# 鍦紙榛戝悕鍗曪級/锛堟定骞呭皬浜庯級鐨勬暟鎹�
- if trade_manager.CodesTradeStateManager().get_trade_state_cache(
- item[1]) != trade_constant.TRADE_STATE_BUY_SUCCESS:
- # 娌℃垚浜ゆ墠浼氬姞鍏ュ垹闄�
- _delete_list.append(item)
+ # if trade_manager.CodesTradeStateManager().get_trade_state_cache(
+ # item[1]) != trade_constant.TRADE_STATE_BUY_SUCCESS:
+ # 娌℃垚浜ゆ墠浼氬姞鍏ュ垹闄�
+ _delete_list.append(item)
for item in _delete_list:
new_code_list.remove(item)
--
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